-7.6%
CTSH vs TSEM
+79.9%
-87.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.7% | +11.8% | +1.7% |
| 7D | -0.9% | -23.1% | +22.2% | -4.6% |
| 30D | +13.1% | -40.4% | +53.5% | +5.5% |
| 3M | +17.9% | -37.9% | +55.8% | +11.4% |
| 6M | +28.5% | -30.8% | +59.3% | +23.4% |
| YTD | -19.3% | +26.7% | -46.0% | -23.1% |
| 1Y | -7.6% | +80.5% | -88.1% | -14.7% |
| All | -7.6% | +79.9% | -87.5% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling